I am guessing here - as mt CTK does not have this function.
I read through the manual of your keyboard: See Page E-66 of your manual.
You can use a MIDI composing software (I use a free one called Anvil Studios
http://www.anvilstudio.com/)
You can import any midi song from the internet into Anvil and make changes as per page E-66. Select the output MIDI device in Anvil as the USB audio interface.
When you play back in Anvil, it sould play it was a lesson song assuming you have set the Navi channels correctly.
See how that goes.
The Y-man